.. _quickstart:

Quickstart
==========

To install Prophet, run:

.. code-block:: bash

    pip install prophet

Here's a quick simulation with a OrderGenerator that uses avoids leverage and buys 100 shares of AAPL stock a day as long as it has enough cash.

.. code-block:: python

   import datetime as dt

   from prophet import Prophet
   from prophet.data import YahooCloseData
   from prophet.analyze import default_analyzers
   from prophet.orders import Orders


   class OrderGenerator(object):

       def __init__(self):
           super(OrderGenerator, self).__init__()
           self._data = dict()

       def run(self, prices, timestamp, cash, **kwargs):
           # Lets buy lots of Apple!
           symbol = "AAPL"
           orders = Orders()
           if (prices.loc[timestamp, symbol] * 100) < cash:
               orders.add_order(symbol, 100)

           return orders


   prophet = Prophet()
   prophet.set_universe(["AAPL", "XOM"])
   prophet.register_data_generators(YahooCloseData())
   prophet.set_order_generator(OrderGenerator())
   prophet.register_portfolio_analyzers(default_analyzers)

   backtest = prophet.run_backtest(start=dt.datetime(2010, 1, 1))
   analysis = prophet.analyze_backtest(backtest)
   print analysis
   # +--------------------------------------+
   # | sharpe            |    1.09754359611 |
   # | average_return    | 0.00105478425027 |
   # | cumulative_return |         2.168833 |
   # | volatility        |  0.0152560508189 |
   # +--------------------------------------+

   # Generate orders for your to execute today
   # Using Nov, 10 2014 as the date because there might be no data for today's
   # date (Market might not be open) and we don't want examples to fail.
   today = dt.datetime(2014, 11, 10)
   print prophet.generate_orders(today)
   # Orders[Order(symbol='AAPL', shares=100)]